+263.6%
HBAN vs NWSA
+120.6%
+143.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -1.9% | -4.8% | +2.8% | +0.7% |
| 30D | -5.9% | +3.0% | -8.8% | -7.4% |
| 3M | +0.2% | +9.3% | -9.1% | -5.1% |
| 6M | +6.6% | +23.2% | -16.5% | -6.0% |
| YTD | -1.7% | +13.3% | -15.0% | -10.0% |
| 1Y | -1.7% | +2.9% | -4.6% | -5.3% |
| 3Y | +74.9% | +43.3% | +31.6% | +39.7% |
| 5Y | +36.0% | +40.9% | -4.9% | +6.7% |
| 10Y | +156.9% | +148.1% | +8.8% | +37.7% |
| All | +263.6% | +120.6% | +143.0% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling